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if i remember correctly, james taylor, of "the coming collapse" vendor ilk,
posted a bunch of depression related drivel last year. one common trait
of permabears is unrelenting negativism regarding most areas of life. hey,
life's too short to be permanently pissed off when one's forecasts fail
to materialize.
TJ
and ditto bob's comments re: andy's food for thought
At Thu, 29 Jun 2000 19:52:45 -0400, Bob Fulks <bfulks@xxxxxxxxxxxx> wrote:
>Thanks to Andy for posting a decent system. It always amazes me that
>when someone posts something, they seem to get beat up because it isn't
>the "holy grail".
>
>Andy was using 60 minute bars and tested it on SPX data. I tried it
>on 60 minute back-adjusted futures contract data back to 1990 and it
>was very robust over a wide range of the inputs. Performance was good
>in recent years and pretty flat in the early years. (See attached GIF.)
>(This was with inputs of 27, 22, 5, 4 with no costs, one contract at
>$250 point value, on 60 minute bars.)
>
>Looks like it could be a reasonable starting point for a system development.
>
>Thanks for posting it.
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